+2,351.3%
APP vs MAGS
+180.2%
+2,171.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.0% | +8.8% | +8.6% |
| 7D | +71.2% | -1.4% | +72.6% | +71.6% |
| 30D | +39.1% | -8.4% | +47.4% | +53.9% |
| 3M | +16.5% | -1.5% | +18.1% | +16.9% |
| 6M | -16.6% | -1.4% | -15.2% | -16.6% |
| YTD | -41.9% | +2.4% | -44.3% | -44.1% |
| 1Y | -37.0% | +3.5% | -40.6% | -39.9% |
| 3Y | +892.4% | +125.3% | +767.2% | +299.5% |
| All | +2,351.3% | +180.2% | +2,171.0% | +625.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MAGS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling